+1,190.7%
CDNS vs EMR
+279.4%
+911.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -0.1% | -2.0% | +1.9% | +1.0% |
| 30D | -5.5% | +2.8% | -8.3% | -6.6% |
| 3M | +0.5% | +2.0% | -1.4% | -0.2% |
| 6M | -9.6% | +20.7% | -30.3% | -17.6% |
| YTD | +5.3% | +27.3% | -22.0% | -7.8% |
| 1Y | +3.4% | +31.0% | -27.6% | -10.9% |
| 3Y | +25.9% | +103.6% | -77.7% | -12.5% |
| 5Y | +85.8% | +88.6% | -2.8% | +32.2% |
| All | +1,190.7% | +279.4% | +911.3% | +576.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling